I have some old MATLAB code that uses the ICDF() function call (inverse cumulative distribution function). I need to translate the following into an equivalent formula (or formulas) in Excel. Here are specifics of the old MATLAB code that works (circa R2012b). Unfortunately, I cannot currently run this MATLAB code and get a result.
X = RAND()
N = 745
A = 1
B = 1/(1+N)
Result = icdf( 'nbin', X, A, B )
The old MATLAB Docs state this: Y = icdf(name,X,A,B) computes the inverse cumulative distribution function for two-parameter families of distributions, where parameter values are given in A and B.
A is $r$: number of successes
B is $p$: probability of success in a single trial
I have obtained a function in Excel that will compute the Inverse Negative Binomial with the following arguments.
NEGBINOM_INV(alpha, k, p) = smallest integer $x$ such that NEGBINOM.DIST(x, k, p, TRUE) ≥ alpha.
NEGBINOM.DIST is an Excel Function.
Key statistical properties of the negative binomial distribution are:
Mean = $k(1 – p) ⁄ p$
Variance = $k(1 – p) ⁄ p^2$
My specific question is what values are needed for the arguments of the NEGBINOM_INV(alpha, k, p) to duplicate the MATLAB ICDF function.
I have tried the following but am suspect of my argument values.
NEGBINOM_INV( RAND(), 1, 1/(1+745) )
TIA.